+116.9%
ALLY vs FWONK
+330.0%
-213.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +0.4% | +2.5% | -2.2% | -0.7% |
| 30D | +5.2% | +20.0% | -14.7% | -3.0% |
| 3M | -13.3% | +5.2% | -18.5% | -15.6% |
| 6M | -6.7% | +18.7% | -25.4% | -14.2% |
| YTD | -12.8% | +10.7% | -23.5% | -18.0% |
| 1Y | +0.7% | +8.2% | -7.6% | -4.4% |
| 3Y | +65.2% | +64.6% | +0.6% | +26.7% |
| 5Y | -10.1% | +92.5% | -102.7% | -37.2% |
| 10Y | +177.0% | +285.3% | -108.3% | +37.7% |
| All | +116.9% | +330.0% | -213.0% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling